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Problemy Peredachi Informatsii, 1982, Volume 18, Issue 4, Pages 54–66 (Mi ppi1247)  
Methods of Signal Processing

Sequential Parameter Estimation and Filtering of Stochastic Processes

A. G. Tartakovskii
Full-text PDF (1238 kB)
Abstract: The article considers problems of truncated sequential estimation of constant and variable random parameters in a Bayesian formulation. Conditions are given under which the (nonasymptotically) optimal estimation procedure is a nonsequential procedure. An optimal sequential-estimation procedure is obtained for the parameter of an exponential distribution.
Received: 08.10.1981
Revised: 29.01.1982
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
Citation: A. G. Tartakovskii, “Sequential Parameter Estimation and Filtering of Stochastic Processes”, Probl. Peredachi Inf., 18:4 (1982), 54–66; Problems Inform. Transmission, 18:4 (1982), 263–272
Citation in format AMSBIB
\Bibitem{Tar82}
\by A.~G.~Tartakovskii
\paper Sequential Parameter Estimation and Filtering of Stochastic Processes
\jour Probl. Peredachi Inf.
\yr 1982
\vol 18
\issue 4
\pages 54--66
\mathnet{http://mi.mathnet.ru/ppi1247}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=711907}
\zmath{https://zbmath.org/?q=an:0509.62071}
\transl
\jour Problems Inform. Transmission
\yr 1982
\vol 18
\issue 4
\pages 263--272
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    		Проблемы передачи информации Problems of Information Transmission
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